+84.6%
TGT vs AJG
-12.9%
+97.4%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.5% |
| 7D | +0.8% | -1.8% | +2.6% | +1.0% |
| 30D | +12.2% | +4.6% | +7.5% | +11.5% |
| 3M | +33.8% | +24.9% | +8.9% | +30.9% |
| 6M | +39.3% | +17.2% | +22.1% | +37.8% |
| YTD | +72.9% | +2.2% | +70.7% | +75.5% |
| 1Y | +84.6% | -11.5% | +96.1% | +91.0% |
| All | +84.6% | -12.9% | +97.4% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AJG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling